A new dictionary-based text score from 10-K narratives adds incremental power to accounting-based bankruptcy prediction, lifting AUC by 0.07 and top-decile capture from 44% to 65% in holdout evaluation.
2013.Interagency Guidance on Lever- aged Lending
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Bankruptcy Prediction from 10-K Narratives: Evidence from Interpretable Text Scores and Accounting Baselines
A new dictionary-based text score from 10-K narratives adds incremental power to accounting-based bankruptcy prediction, lifting AUC by 0.07 and top-decile capture from 44% to 65% in holdout evaluation.